Chart Data Price incorrect in Strategy Analyzer

[sptrader81]

I am having a very strange issue with the Strategy Analyzer. When I check the Chart to see the trades, the price of the NQ is not the correct one for the period I am testing.

I uploaded as an example the chart for the NQ as of January 2, 2024. The price at 9:30am of that day was not 17250 but close to 16780.

I deleted the historical data and tried again and I am getting the same. I tried with the Sample MA crossover to see if there was something wrong with my strategy but I got the same.

My NJT version is 8.1.2.1

please help!

thanks

[NinjaTrader_Jason]

Hello sptrader81,

Can you please perform the steps below.

• Go to Control Center-->Tools-->Instrument
• Double click the NQ futures
• Set 'Merge policy' to 'Merge non back adjusted'
• Click OK-->Close

Perform a new backtest in the Strategy Analyzer and check if historical data is now loaded as expected.


By default, futures instruments use the 'Merge back adjusted' merge policy setting. This will adjust historical data from previous expiry months by an offset value to avoid gaps at rollover. More information on the merge policy settings can be found at the link below.

https://ninjatrader.com/support/helpGuides/nt8/NT%20HelpGuide%20English.html?merge_policy.htm